We present a novel method for Deep Reinforcement Learning (DRL), incorporating the convex property of the value function over the belief space in Partially Observable Markov Decision Processes (POMDPs). We introduce hard- and soft-enforced convexity as two different approaches, and compare their performance against standard DRL on two well-known POMDP environments, namely the Tiger and FieldVisionRockSample problems. Our findings show that including the convexity feature can substantially increase performance of the agents, as well as increase robustness over the hyperparameter space, especially when testing on out-of-distribution domains. The source code for this work can be found atthis https URL.
View on arXiv@article{koutas2025_2502.09298,
title={ Convex Is Back: Solving Belief MDPs With Convexity-Informed Deep Reinforcement Learning },
author={ Daniel Koutas and Daniel Hettegger and Kostas G. Papakonstantinou and Daniel Straub },
journal={arXiv preprint arXiv:2502.09298},
year={ 2025 }
}